My bike originally came with toeclips and I had the same questions when I went into aPerformanceBike store. The manager suggested starting with the campus pedal. They are SPD and you can use the mountain bike shoes like the Shimano MO21(which I have). The pedal is a regular flat pedal on the one side and clipless on the other. It's a great way to work into the clipless pedals.

I recently last December got the Performance Forte SPD pedals, which have the clip stuff on both sides.

One word of caution, if you get road shoes, be careful, because the hard bottom can cause your shoe to slip off into the wheel or worse, which is what happened to me, so I'm staying with the mountain bike type shoes, which let you walk around.